Recherche
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On the stability and the concentration of extended Kalman-Bucy filters
(Electronic Journal of Probability. vol. 23, 2018)Article de revue -
On the stability and the uniform propagation of chaos properties of Ensemble Kalman–Bucy filters
(The Annals of Applied Probability. vol. 28, n° 2, pp. 790-850, 2018-04)Article de revue -
On one-dimensional Riccati diffusions
(The Annals of Applied Probability. vol. 29, n° 2, pp. 1127-1187, 2019)Article de revue -
A variational approach to nonlinear and interacting diffusions
(Stochastic Analysis and Applications. vol. 37, n° 5, pp. 717-748, 2019)Article de revue -
On the stability of matrix-valued Riccati diffusions
(Electronic Journal of Probability. vol. 24, 2019)Article de revue -
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
(SIAM Journal on Control and Optimization. vol. 57, n° 2, pp. 1023-1042, 2019)Article de revue -
Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
(Stochastic Analysis and Applications. vol. 37, n° 6, pp. 909-935, 2019)Article de revue -
Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations
(The Annals of Applied Probability. vol. 20, n° 2, pp. 593-639, 2010)Article de revue -
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
(International Journal of Control. pp. 1-9, 2019)Article de revue -
Backward Nonlinear Smoothing Diffusions
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